کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8961112 1646466 2019 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Passive tracer in non-Markovian, Gaussian velocity field
ترجمه فارسی عنوان
ردیاب منفعل در میدان غیر مارکویسی، سرعت گاوسی
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
We consider the trajectory of a tracer that is the solution of an ordinary differential equation Ẋ(t)=V(t,X(t)),X(0)=0, with the right hand side, that is a stationary, zero-mean, Gaussian vector field with incompressible realizations. It is known, see Fannjiang and Komorowski (1999), Carmona and Xu (1996) and Komorowski et al. (2012), that X(t)∕t converges in law, as t→+∞, to a normal, zero mean vector, provided that the field V(t,x) is Markovian and has the spectral gap property. We wish to extend this result to the case when the field is not Markovian and its covariance matrix is given by a completely monotone Bernstein function.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 145, February 2019, Pages 21-27
نویسندگان
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